+2,204.7%
VRTX vs TNA
+781.2%
+1,423.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.6% | +3.7% | -5.3% | -2.5% |
| 30D | +8.0% | +4.4% | +3.7% | +6.5% |
| 3M | +4.3% | -26.7% | +31.0% | +10.7% |
| 6M | +18.9% | -12.8% | +31.7% | +20.6% |
| YTD | +18.8% | +22.7% | -3.9% | +10.3% |
| 1Y | +24.0% | +35.7% | -11.7% | +12.2% |
| 3Y | +42.1% | +134.6% | -92.4% | +2.7% |
| 5Y | +187.6% | -46.0% | +233.6% | +162.1% |
| 10Y | +485.4% | +38.0% | +447.4% | +211.6% |
| All | +2,204.7% | +781.2% | +1,423.5% | +393.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling